Network-Assisted High-Dimensional Factor Model Estimation
From MaRDI portal
Cites work
- A Bernstein type inequality and moderate deviations for weakly dependent sequences
- A multivariate realized GARCH model
- Centered partition processes: informative priors for clustering (with discussion)
- Correlation matrix with block structure and efficient sampling methods
- Determining the Number of Factors in Approximate Factor Models
- Directed Community Detection With Network Embedding
- Discretizing unobserved heterogeneity
- Dynamic Equicorrelation
- Efficient estimation of approximate factor models via penalized maximum likelihood
- Efficient factor GARCH models and factor-DCC models
- Forecasting Using Principal Components From a Large Number of Predictors
- Graph-based sparse linear discriminant analysis for high-dimensional classification
- Group Network Hawkes Process
- Grouped patterns of heterogeneity in panel data
- High dimensional covariance matrix estimation using a factor model
- High-dimensional covariance matrix estimation in approximate factor models
- Homogeneity pursuit
- Identification and estimation in panel models with overspecified number of groups
- Identifying latent structures in panel data
- Inferential Theory for Factor Models of Large Dimensions
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Network vector autoregression
- Prediction models for network-linked data
- Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes
- Sparse permutation invariant covariance estimation
- Statistical analysis of factor models of high dimension
- The sparse Laplacian shrinkage estimator for high-dimensional regression
- Variable selection and regression analysis for graph-structured covariates with an application to genomics
This page was built for publication: Network-Assisted High-Dimensional Factor Model Estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7322024)
